Interest Rates Products

 
 
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Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEU4 Sep 2014 99.7650 0 99.7650 99.7650 99.7625 8930
Eurodollar GEZ4 Dec 2014 99.740 -0.005 99.745 99.745 99.740 4847
Eurodollar GEH5 Mar 2015 99.635 -0.005 99.635 99.640 99.635 8952
Eurodollar GEM5 Jun 2015 99.440 -0.005 99.440 99.445 99.440 8953
Eurodollar GEU5 Sep 2015 99.205 -0.01 99.215 99.215 99.205 6366
Eurodollar GEZ5 Dec 2015 98.965 -0.01 98.975 98.980 98.965 10507
Eurodollar GEH6 Mar 2016 98.715 -0.01 98.725 98.730 98.715 6329
Eurodollar GEM6 Jun 2016 98.445 -0.01 98.455 98.460 98.445 8619
10-Year U.S. Treasury Note ZNZ4 Dec 2014 125'040 -0'035 125'080 125'090 125'035 46840
5-Year Deliverable Interest Rate Swap F1UU4 Sep 2014 101'305 a -0'020 - 102'010 101'305 -
10-Year Deliverable Interest Rate Swap N1UU4 Sep 2014 106'030 a -0'060 - - 106'030 -
5-Year Euro Deliverable Interest Rate Swap F1EU4 Sep 2014 - - - - -
10-Year Euro Deliverable Interest Rate Swap N1EU4 Sep 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEU4 Sep 2014 99.7650 0 99.7650 99.7650 99.7625 8930
Eurodollar GEZ4 Dec 2014 99.740 -0.005 99.745 99.745 99.740 4847
Eurodollar GEH5 Mar 2015 99.635 -0.005 99.635 99.640 99.635 8952
Eurodollar GEM5 Jun 2015 99.440 -0.005 99.440 99.445 99.440 8953
Eurodollar GEU5 Sep 2015 99.205 -0.01 99.215 99.215 99.205 6366
Eurodollar GEZ5 Dec 2015 98.965 -0.01 98.975 98.980 98.965 10507
Eurodollar GEH6 Mar 2016 98.715 -0.01 98.725 98.730 98.715 6329
Eurodollar GEM6 Jun 2016 98.445 -0.01 98.455 98.460 98.445 8619
30-Day Federal Funds ZQV4 Oct 2014 - - - - -
Euribor EBU4 Sep 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 152'26 -0'12 153'05 153'07 152'25 982
U.S. Treasury Bond ZBZ4 Dec 2014 138'15 -0'07 138'22 138'24 138'14 5803
10-Year U.S. Treasury Note ZNZ4 Dec 2014 125'040 -0'035 125'080 125'090 125'035 46840
5-Year U.S. Treasury Note ZFZ4 Dec 2014 118'155 -0'015 118'175 118'182 118'152 12118
3-Year U.S. Treasury Note Z3NU4 Sep 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 109'140 0 109'142 109'145 109'137 5532
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UU4 Sep 2014 - - - - -
5-Year Deliverable Interest Rate Swap F1UU4 Sep 2014 101'305 a -0'020 - 102'010 101'305 -
10-Year Deliverable Interest Rate Swap N1UU4 Sep 2014 106'030 a -0'060 - - 106'030 -
30-Year Deliverable Interest Rate Swap B1UU4 Sep 2014 117'00 a -0'14 - - 117'00 -
2-Year Euro Deliverable Interest Rate Swap T1EU4 Sep 2014 - - - - -
5-Year Euro Deliverable Interest Rate Swap F1EU4 Sep 2014 - - - - -
10-Year Euro Deliverable Interest Rate Swap N1EU4 Sep 2014 - - - - -
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Growing activity in Eurodollar options as market focuses on short-end of curve

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DSF Interest Rate Swap Exposure
Quickstrike Option Pricing
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.